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Operations research book to start with

By Abigail Rogers
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for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear optimization, convex optimization and quadratic programming, dynamic programming, multicriterial optimizations (did I miss something?)

Thanks, Lucian

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6 Answers

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Stephen Boyd and Lieven Vandenberghe's book is popular, and available free online:

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Linear Programming -- A Concise Introduction by Thomas S. Ferguson and other ebooks/lecture notes on Optimization listed in Rod Carvalho's web notebook.

Addendum: The classic and complete book by Hillier and Lieberman Introduction to Operations Research

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If you want books that give a broad introduction to operations research (including optimization, queuing theory etc.)

The classics are:

Operations Research - Ronald Rardin

Operations Research - Wayne Winston

They are excellent from pedagogical point of view.

If you want to get into linear programming, this book is widely regarded to be one of the best:

Linear Programming - Vasek Chvatal.

For nonlinear programming:

Nonlinear programming - Dimitri Bertsekas

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Here is a compilation of books taken from OR-Exchange.

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Winston-Operations Research-Applications and Algorithms is a very good book to start with.

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introduction to operation research-Hillier and LibermannThey give pretty good motivation for the material being presented

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